Never bother myself. Ask yourself this...............Do you go outside and shut the gas main off when you're done cooking on the stove? It's the same hardware. Just sayin'. Also if you are a tank shutter always shut the burners first than the tank. Otherwise when you turn the tank back on you can trip the OPD device.
After I turn the burners off I turn off the gas at the tank. This is safe in case the control knobs get bumped and Weber recommends this since it turns off the pressure in the line.